In Todoist, labels are used to indicate contexts for your tasks, which enables sorting and list generation. For example, you can label all your shopping tasks. Then, the next time you go shopping, simply query Todoist for that label, and you'll generate a list of all your shopping-labeled tasks.
Labels consist of the @ symbol, followed by the label word, with no spaces. A shopping label could be @shopping. You can use any number of labels to create different task categories, such as shopping, home, gym, work, school, and fun.